You use Ich bin if you want to describe a condition or state using the adjective or a substantive preceded by an adjective and the word "in":
Ich bin gelangweilt. I am bored.
Ich bin hungrig. I am hungry.
Ich bin in guter Laune. I am in a good mood.
Ich bin in guter Verfassung. I am in a good condition.
And if you are burning then you can say:
Ich bin heiß. I am hot.
Otherwise this has just a figurative meaning of being sexually attractive, thus you can say about a gorgeous woman:
Sie ist heiß. She's hot.
You use Mir ist to describe a feeling using an adjective
Mir ist langweilig. I am bored.
Mir ist schwindelig. I feel dizzy.
Mir ist kalt. I feel cold.
Most times when you would use I feel in English you can translate it with Mir ist into German.
You use Ich habe to describe a feeling, using the substantive (which again can be preceded by an adjective)
Ich habe schlechte Laune. I am in a bad mood.
Ich habe Hunger. I am hungry.
Ich habe Fieber. I have fever.
You use es geht mir only to describe how things are going. In essence, there are just three situations: A good, a bad and neutral one.
Es geht mir gut. I am fine.
Es geht mir schlecht. I am awful.
Es geht so. I am so-so.